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Dimensionality Reduction by Learning an Invariant Mapping


1. Intention

The drawbacks of most existing technique:

1 Most of them depend on a meaningful and computable distance metric in input space. (eg. LLE, Isomap relies on computable distance)

2 They do not compute a “function” that can accurately map new input samples whose relationship to the training data is unknown.

To overcome these drawbacks, this paper introduces a technique called DrLIM. The learning relies solely on neighborhood relationships and does not require any distance measure in the input space.

2. Mathematical Model

Input: A set of vectors [math]\displaystyle{ I=\{x_1,x_2,......,x_p\} }[/math], where [math]\displaystyle{ x_i\in \mathbb{R}^D, \forall i=1,2,3......,n. }[/math]

Output: A parametric function [math]\displaystyle{ G_W:\mathbb{R}^D \rightarrow \mathbb{R}^d }[/math] with [math]\displaystyle{ d\lt \lt D }[/math] such that it satisfies the following 3 properties:1.Simple distance measures in the output space should approximate the neighborhood relationships in the input space; 2.The mapping should not be constrained to implementing simple distance measures in the input space and should be able to learn invariances to complex transformations; 3.It should faithful even for samples whose neighborhood relationship are unknown.

Solution: Build up clusters according to similarities of the vectors. The similarities are measured by prior knowledge. Set Y=0 if [math]\displaystyle{ x_1 }[/math] and [math]\displaystyle{ x_2 }[/math] are in the same cluster; otherwise set Y=1. Define following functions:

[math]\displaystyle{ D_W^i(x_1,x_2)=\left \| G_W(x_1)-G_W(x_2)\right \|_2 \qquad (1) }[/math]

[math]\displaystyle{ L(W,(Y,x_1,x_2)^i))=(1-Y)L_S(D_W^i)+YL_D(D_W^i) \qquad (2) }[/math]

[math]\displaystyle{ \mathbb{L} (W)= \sum^P_{i=1} L(W,(Y,x_1,x_2)^i) \qquad (3) }[/math]

[math]\displaystyle{ L_S }[/math] and [math]\displaystyle{ L_D }[/math] are determined by ourselves and must be designed such that minimizing [math]\displaystyle{ L }[/math] respect to W results in low values of [math]\displaystyle{ D_W }[/math] for similar pairs and high values of [math]\displaystyle{ D_W }[/math] for similar pairs.